Anic Equity¶

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Total return since start: 0.707 %¶

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Equity now: -----------------------------> 52130.5 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 47976.98 Kr¶

PnL: ---------------------------------------> -955.02 Kr¶

DD now: ---------------------------------> -1.863 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-16 10:36:34.870977'

Anic Portfolio¶

Today¶

Return: -0.26 %¶

This Week¶

Return: -0.355 %¶

Total portfolio value¶

Return including deposits: 70.662 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -1.400000 2332.000000 143.000000 6.530000 2189.000000
Svolder B 35 -2.350000 2252.250000 73.250000 3.360000 2179.000005
BHG Group 49 2.470000 710.500000 71.500000 11.190000 638.999984
Embracer Group B 26 0.740000 722.410000 60.410000 9.130000 661.999988
Vitrolife 3 0.410000 727.200000 50.200000 7.420000 677.000001
Biotage 4 1.260000 640.800000 37.800000 6.270000 603.000000
Xvivo Perfusion 3 -0.340000 877.500000 32.500000 3.850000 845.000001
Profoto Holding 7 4.290000 613.200000 31.200000 5.360000 581.999999
SynAct Pharma 9 2.180000 675.900000 30.900000 4.790000 645.000003
Addnode Group B 6 1.100000 775.200000 23.200000 3.090000 751.999998
Humana 40 -0.350000 689.600000 15.600000 2.310000 674.000000
Addtech B 3 -0.680000 704.400000 4.400000 0.630000 699.999999
Sdiptech B 3 0.150000 826.200000 4.200000 0.510000 822.000000
Eastnine 6 -1.960000 660.000000 3.000000 0.460000 657.000000
Gaming Innovation Group 161 0.780000 4186.000000 -2.000000 -0.050000 4187.999942
Volati 5 -0.170000 571.000000 -3.000000 -0.520000 574.000000
Latour B 2 -0.540000 442.600000 -6.400000 -1.430000 449.000000
Sampo Oyj SDB 1 0.710000 498.000000 -7.000000 -1.390000 505.000000
NCC B 7 -0.110000 644.700000 -9.300000 -1.420000 653.999997
NCC A 6 0.000000 589.200000 -9.800000 -1.640000 598.999998
Investor B 3 0.090000 648.000000 -10.000000 -1.520000 657.999999
Fortnox 10 1.390000 657.800000 -10.200000 -1.530000 668.000000
Indutrade 5 0.230000 1302.000000 -18.000000 -1.360000 1320.000000
BONESUPPORT HOLDING 10 -0.990000 1202.000000 -22.000000 -1.800000 1224.000000
Nolato B 12 -0.190000 625.800000 -22.200000 -3.430000 648.000000
SCA A 4 -2.320000 572.800000 -26.200000 -4.370000 599.000000
Lime Technologies 2 -1.080000 552.000000 -41.000000 -6.910000 593.000000
Balco Group 39 0.110000 1823.250000 -51.750000 -2.760000 1874.999997
Creades A 7 0.250000 552.650000 -58.350000 -9.550000 610.999998
Ambea 68 0.500000 2477.920000 -59.080000 -2.330000 2537.000032
Investor A 16 0.230000 3449.600000 -95.400000 -2.690000 3545.000000
Lundin Gold 7 -1.590000 863.800000 -110.200000 -11.310000 973.999999
Sedana Medical 135 -2.770000 4171.500000 -159.500000 -3.680000 4330.999935
New Wave B 40 -1.010000 3707.200000 -208.800000 -5.330000 3916.000000
Bactiguard Holding B 37 1.270000 2664.000000 -303.000000 -10.210000 2966.999993
Wästbygg Gruppen B 80 -0.620000 2568.000000 -303.000000 -10.550000 2871.000000
TOTAL 47976.980000 -955.020000 -1.86341% 48931.999868

Updated:¶

'2023-06-16 10:36:51.844010'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶